Metal-organic-frameworks (MOFs)-derived carbon materials have been considered as promising candidates in electromagnetic wave absorption materials. However, precise design of MOFs-derived carbon materials with hollow structure still pose a formidable challenge. Herein, carbon nanocages have been synthesized by the direct pyrolysis of core-shell ZIF-8@ZIF-67 polyhedrons. Because of the different thermal stability of ZIF-8 core and ZIF-67 shell, the synthesized carbon nanocages are composed of N-doped carbon inner shell and Co/N-doped carbon outer shell. The micro-meso-macropores, enhanced conductive loss, strong dipolar/interfacial polarizations and core-shell Co@graphitic carbon layer favor the absorbers with high porosity, improved dielectric loss and promoted impedance matching. With a filler loading of 25 wt%, the maximum reflection loss reaches −52.5 dB at 13.1 GHz, and the effective absorption bandwidth exceeding −10 dB is 4.4 GHz (from 11.96 GHz to 15.36 GHz) with a thickness of only 2.2 mm. Furthermore, this work offers a simple and effective strategy in the fabrication of carbon nanocages with tuned chemical composition and improved impedance matching for lightweight and high-efficiency electromagnetic wave absorption materials.